Dear All!
Thank you for incorporating the mentioned functions into the python API, however it doesn't work for the reasons below:
First, the ScriptLibraryStorage singleton is set:
void InputParameters::setScriptLibrary(const std::string& xml) {
ScriptLibraryData data;
data.fromXMLString(xml);
ScriptLibraryStorage::instance().set(std::move(data));
}
but this is cleaned, when starting OREApp run:
void OREApp::run(const std::vector<std::string>& marketData, const std::vector<std::string>& fixingData) {
QL_REQUIRE(inputs_, "No InputParameters set");
// Create a market data loader that takes input from the provided vectors
auto loader = QuantLib::ext::make_shared<MarketDataInMemoryLoader>(inputs_, marketData, fixingData);
run(loader);
}
void OREApp::run(const QuantLib::ext::shared_ptr<MarketDataLoader> loader) {
// Only one thread at a time should call run
static std::mutex _s_mutex;
std::lock_guard<std::mutex> lock(_s_mutex);
// Clean start, but leave Singletons intact after run is completed
{
CleanUpThreadLocalSingletons cleanupThreadLocalSingletons;
CleanUpThreadGlobalSingletons cleanupThreadGloablSingletons;
CleanUpLogSingleton cleanupLogSingleton(clearLog_, true);
}
// Use inputs when available, otherwise try params
if (inputs_ != nullptr)
initFromInputs();
else if (params_ != nullptr)
initFromParams();
else {
ALOG("both inputs are empty");
return;
}
for the InstrumentConventions singleton (and currency/calendar config) the loss of information in CleanUpThreadGlobalSingletons is taken care of by setting them again:
void OREApp::initFromInputs() {
// Initialise Singletons
Settings::instance().evaluationDate() = inputs_->asof();
InstrumentConventions::instance().setConventions(inputs_->conventions());
if (inputs_->currencyConfigs() != nullptr)
inputs_->currencyConfigs()->addCurrencies();
if (inputs_->calendarAdjustmentConfigs() != nullptr)
inputs_->calendarAdjustmentConfigs()->addCalendars();
if (console_) {
ConsoleLog::instance().switchOn();
}
outputPath_ = inputs_->resultsPath().string();
if (clearLog_)
setupLog(logMask_, outputPath_, logFile_, logRootPath_, progressLogFile_, progressLogRotationSize_,
progressLogToConsole_, structuredLogFile_, structuredLogRotationSize_);
LOG("initFromInputs done, requested analytics:" << to_string(inputs_->analytics()));
}
but this is missing for the ScriptLibraryStorage...
Dear All!
Thank you for incorporating the mentioned functions into the python API, however it doesn't work for the reasons below:
First, the ScriptLibraryStorage singleton is set:
but this is cleaned, when starting OREApp run:
for the InstrumentConventions singleton (and currency/calendar config) the loss of information in CleanUpThreadGlobalSingletons is taken care of by setting them again:
but this is missing for the ScriptLibraryStorage...